Luis M Viceira
Harvard Business School
Luis M. Viceira is the George E. Bates Professor at the Harvard Business School, where he does research and teaches in the areas of investment management and capital markets. He holds a bachelor degree from the Universidad Autónoma in Madrid, and a M.A. degree and a Ph.D. degree from Harvard University. He has developed research and case studies on the design of asset allocation strategies for long-term investors and the management and organization of large institutional investors. He has also developed research in asset pricing, with particular emphasis on the study of the term structure of interest rates, and in international finance, with particular emphasis on currency hedging and capital market integration. He is the author of multiple articles published in leading academic and practitioner-oriented finance and economic journals, the author of one book (“Strategic Asset Allocation,” with J. Y. Campbell), several book and handbook chapters, and numerous Harvard Business School case studies.
His research has received several awards recognizing its contributions to the theory and practice of asset management, including the TIAA-CREF Paul Samuelson Award, the 2005 Graham and Dodd Award by the CFA Institute, and the 2004 Prize for Financial Innovation of the Q-Group, Inquire Europe, and Inquire U.K. He has also served as judge for the TIAA-CREF Paul Samuelson Award, and as a member of the program committee of the main U.S. and European professional associations in Finance and Economics.
He is currently an Associate Editor at Management Science, a Research Associate at the NBER, a Research Fellow at the CEPR, a Research Fellow of the TIAA-CREF Institute, and a Research Fellow and member of the Scientific Board of NETSPAR, the European Network for Studies on Pensions, Aging and Retirement. He serves as an external consultant, advisor, and director to asset management firms, pension funds, international organizations, and not-for-profit organizations. He is also a trustee of the Financial Accounting Foundation (FAF). The FAF is the independent, private-sector organization responsible for the oversight of the Financial Accounting Standards Board (FASB) and the Governmental Accounting Standards Board (GASB) in the U.S.
Articles by Luis M Viceira:
Is there a bubble in the bond market?
27 October 2010, 14108 reads
Holmes, McGrattan, Prescott
Beck, De Haas, Ongena